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Abacus Global Management, Inc. ABX

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-11-11T14:48:28.545Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:46:25.264398259Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:27.509538+00:00

Share price$8.98
1D-0.6%
$8.93$8.96$8.99$9.01$9.045:30 AM6:30 AM9:00 AM1:00 PMABX
Sold putSold call

Abacus Global Management, Inc. options

Live interpolated ABX call and put midpoint premiums by absolute delta.Abacus Global Management, Inc.$0.29$1.09$1.90$2.71$3.51$6.02$7.56$9.10$10.64$12.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ABX spot · $8.98ABX PRICE$0.38$0.38$0.49$0.61$0.72$0.84$0.95$1.06$1.18$1.29$1.41$0.46$0.58$0.71$0.83$0.96$1.08$1.21$1.33$1.65$2.46$3.28
Puts——
Calls——
Skew——
Implied moveBearish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.79143.7%68.9%
25Δ7.7089.2%19.4%
30Δ7.9986.8%17.5%
35Δ9.8556.1%13.9%8.2984.4%15.5%
40Δ9.6355.7%12.7%8.5982.0%13.6%
45Δ9.4155.3%11.5%8.8979.5%11.7%
50Δ9.1954.9%10.4%9.1977.1%9.8%
55Δ8.9754.5%9.2%9.4874.7%7.8%
60Δ8.7554.1%8.0%9.7872.3%5.9%
65Δ8.5353.7%6.8%10.2374.1%4.4%
70Δ8.3153.3%5.7%11.0986.9%3.9%
75Δ8.0953.0%4.5%11.9599.8%3.4%
80Δ7.8752.6%3.3%

20Δ

Calls
Pseudo strike
14.79
IV
143.7%
B/E move
68.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
89.2%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
86.8%
B/E move
17.5%

35Δ

Calls
Pseudo strike
9.85
IV
56.1%
B/E move
13.9%
Puts
Pseudo strike
8.29
IV
84.4%
B/E move
15.5%

40Δ

Calls
Pseudo strike
9.63
IV
55.7%
B/E move
12.7%
Puts
Pseudo strike
8.59
IV
82.0%
B/E move
13.6%

45Δ

Calls
Pseudo strike
9.41
IV
55.3%
B/E move
11.5%
Puts
Pseudo strike
8.89
IV
79.5%
B/E move
11.7%

50Δ

Calls
Pseudo strike
9.19
IV
54.9%
B/E move
10.4%
Puts
Pseudo strike
9.19
IV
77.1%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.97
IV
54.5%
B/E move
9.2%
Puts
Pseudo strike
9.48
IV
74.7%
B/E move
7.8%

60Δ

Calls
Pseudo strike
8.75
IV
54.1%
B/E move
8.0%
Puts
Pseudo strike
9.78
IV
72.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
8.53
IV
53.7%
B/E move
6.8%
Puts
Pseudo strike
10.23
IV
74.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
8.31
IV
53.3%
B/E move
5.7%
Puts
Pseudo strike
11.09
IV
86.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.09
IV
53.0%
B/E move
4.5%
Puts
Pseudo strike
11.95
IV
99.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
7.87
IV
52.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.99%
Daily close
ABX55.4%62.7%70.0%2026-08-25: 59.81%2026-08-27: 56.42%2026-08-28: 57.94%2026-10-19: 68.99%Aug 25Aug 27Oct 19
4 observations2026-08-25 — 2026-10-19
Table
DateIV (%)
59.81%
56.42%
57.94%
68.99%